I don't think there is any harm in treating connections before every recording, but I doubt that's really necessary. I typically treat inter-cable connections, jacks and plugs about every 6 months or so, typically when pre-rigging and gaff taping up a bunch of multi-channel connections before a festival, and haven't had an intermitant dirty connection problem come up since I've been doing that. I have had broken solder joints inside of connectors since then, but that's a different issue. Between those periods I simply wipe off the plugs on a shirt tail or something to remove any dirt or fingerprint oils before making the connection.
After years of balking at the price of the Caig stuff, I finally bought some about 5 years ago after having intermittant mini-jack problems and thinking the jacks were going bad. Denatured alcohol and light elbow grease go a long way in fixing a dirty connection problem, but the Caig stuff works faster without doing the jack-plug dance for as long, cleans gunk out more thouroughly and seems to last far longer since it leaves a detectible protective/lubricating film coating. I focus mostly on the 1/8" (3.5mm) TRS cables and connections which are more problematic. I've never had a problem with XLR contacts, but I treat those too just as good practice, if less often.